Anbo Le: search on Z-Library

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1

A robust finite difference scheme for pricing American put options with Singularity-Separating method

Zhongdi Cen, Anbo Le

Journal:

Numerical Algorithms

Year:

2010

Language:

english

File:

PDF, 985 KB

english, 2010

2

Numerical approximation of a time-fractional Black–Scholes equation

Cen, Zhongdi, Huang, Jian, Xu, Aimin, Le, Anbo

Journal:

Computers & Mathematics with Applications

Year:

2018

Language:

english

File:

PDF, 352 KB

english, 2018

3

A Finite Difference Scheme for Pricing American Put Options under Kou's Jump-Diffusion Model

Huang, Jian, Cen, Zhongdi, Le, Anbo

Journal:

Journal of Function Spaces and Applications

Year:

2013

Language:

english

File:

PDF, 3.99 MB

english, 2013

4

A modified integral discretization scheme for a two-point boundary value problem with a Caputo fractional derivative

Cen, Zhongdi, Huang, Jian, Xu, Aimin, Le, Anbo

Journal:

Journal of Computational and Applied Mathematics

Year:

2020

Language:

english

File:

PDF, 352 KB

english, 2020

5

Cr Circle Bundles and Mizohata Structures

Journal:

American Journal of Mathematics

Year:

1998

Language:

english

File:

PDF, 2.40 MB

english, 1998

6

A Robust Spline Collocation Method for Pricing American Put Options

Cen, Zhongdi, Le, Anbo, Xu, Aimin

Journal:

Discrete Dynamics in Nature and Society

Year:

2019

Language:

english

File:

PDF, 2.86 MB

english, 2019

7

CR circle bundles and Mizohata structures

Journal:

American Journal of Mathematics

Year:

1998

Language:

english

File:

PDF, 773 KB

english, 1998

8

A high-order finite difference scheme for a singularly perturbed reaction-diffusion problem with an interior layer

Cen, Zhongdi, Le, Anbo, Xu, Aimin

Journal:

Advances in Difference Equations

Year:

2017

Language:

english

File:

PDF, 1.42 MB

english, 2017

9

A posteriori error analysis for a fractional differential equation

Cen, Zhongdi, Le, Anbo, Xu, Aimin

Journal:

International Journal of Computer Mathematics

Year:

2016

Language:

english

File:

PDF, 379 KB

english, 2016

10

A hybrid finite difference scheme for pricing Asian options

Cen, Zhongdi, Xu, Aimin, Le, Anbo

Journal:

Applied Mathematics and Computation

Year:

2015

Language:

english

File:

PDF, 460 KB

english, 2015

11

A Second-Order Difference Scheme for the Penalized Black–Scholes Equation Governing American Put Option Pricing

Zhongdi Cen, Anbo Le, Aimin Xu

Journal:

Computational Economics

Year:

2012

Language:

english

File:

PDF, 814 KB

english, 2012

12

A robust and accurate finite difference method for a generalized Black–Scholes equation

Zhongdi Cen, Anbo Le

Journal:

Journal of Computational and Applied Mathematics

Year:

2011

Language:

english

File:

PDF, 520 KB

english, 2011

13

Complex networks modeled on the Sierpinski gasket

Le, Anbo, Gao, Fei, Xi, Lifeng, Yin, Shuhua

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2015

Language:

english

File:

PDF, 714 KB

english, 2015

14

Exponential Time Integration and Second-Order Difference Scheme for a Generalized Black-Scholes Equation

Cen, Zhongdi, Le, Anbo, Xu, Aimin

Journal:

Journal of Applied Mathematics

Year:

2012

Language:

english

File:

PDF, 617 KB

english, 2012

15

On the hybrid finite difference scheme for a singularly perturbed Riccati equation

Cen, Zhongdi, Xu, Aimin, Le, Anbo

Journal:

Numerical Algorithms

Year:

2016

Language:

english

File:

PDF, 363 KB

english, 2016

16

Instruments and Equipment

Cen, Zhongdi, Le, Anbo, Xu, Aimin

Journal:

Music Educators Journal

Year:

1971

Language:

english

File:

PDF, 908 KB

english, 1971

17

Cartan connections for CR manifolds

Journal:

manuscripta mathematica

Year:

2007

Language:

english

File:

PDF, 189 KB

english, 2007

18

Asymptotic formula on average path length of fractal networks modeled on Sierpinski gasket

Gao, Fei, Le, Anbo, Xi, Lifeng, Yin, Shuhua

Journal:

Journal of Mathematical Analysis and Applications

Year:

2016

Language:

english

File:

PDF, 403 KB

english, 2016

19

A robust numerical method for a fractional differential equation

Cen, Zhongdi, Le, Anbo, Xu, Aimin

Journal:

Applied Mathematics and Computation

Year:

2017

Language:

english

File:

PDF, 326 KB

english, 2017

20

A second-order hybrid finite difference scheme for a system of singularly perturbed initial value problems

Zhongdi Cen, Aimin Xu, Anbo Le

Journal:

Journal of Computational and Applied Mathematics

Year:

2010

Language:

english

File:

PDF, 337 KB

english, 2010

21

Generic complex vector fields in

Journal:

Journal of Mathematical Analysis and Applications

Year:

2008

Language:

english

File:

PDF, 163 KB

english, 2008

22

A second-order scheme for a time-fractional diffusion equation

Cen, Zhongdi, Huang, Jian, Le, Anbo, Xu, Aimin

Journal:

Applied Mathematics Letters

Year:

2018

Language:

english

File:

PDF, 395 KB

english, 2018

23

SPIE Proceedings [SPIE International Conference on Optical Instruments and Technology (OIT2013) - Beijing, China (Sunday 17 November 2013)] 2013 International Conference on Optical Instruments and Technology: Optical Sensors and Applications - A hybrid demodulation method of fiber-optic Fabry-Perot pressure sensor

Culshaw, Brian, Zhang, Xuping, Wang, Anbo, Yu, Le, Lang, Jianjun, Pan, Yong, Wu, Di, Zhang, Min

Year:

2013

Language:

english

File:

PDF, 271 KB

english, 2013

24

On the dimension of spaces of pp functions with boundary conditions

Journal:

Analysis in Theory and Applications

Year:

1989

Language:

english

File:

PDF, 347 KB

english, 1989

25

SPIE Proceedings [SPIE Optics East 2005 - Boston, MA (Sunday 23 October 2005)] Sensors for Harsh Environments II - Evaluation of spectrometer performance for flight experiments in ballistic environment

Millier, Philippe, Wang, Anbo, Le Borne, Ronan, Durand, David, Plano, Vincent, Canac, Catherine, Segard, Laurent, Monestier, Renaud

Year:

2005

Language:

english

File:

PDF, 870 KB

english, 2005

26

A SMALL-WORLD AND SCALE-FREE NETWORK GENERATED BY SIERPINSKI TETRAHEDRON

CHEN, JIN, GAO, FEI, LE, ANBO, XI, LIFENG, YIN, SHUHUA

Journal:

Year:

2016

Language:

english

File:

PDF, 415 KB

english, 2016

27

A small-world and scale-free network generated by Sierpinski Pentagon

Chen, Jin, Le, Anbo, Wang, Qin, Xi, Lifeng

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2016

Language:

english

File:

PDF, 517 KB

english, 2016

28

A robust upwind difference scheme for pricing perpetual American put options under stochastic volatility

Le, Anbo, Cen, Zhongdi, Xu, Aimin

Journal:

International Journal of Computer Mathematics

Year:

2012

Language:

english

File:

PDF, 116 KB

english, 2012

29

An Alternating-Direction Implicit Difference Scheme for Pricing Asian Options

Cen, Zhongdi, Le, Anbo, Xu, Aimin

Journal:

Journal of Applied Mathematics

Year:

2013

Language:

english

File:

PDF, 708 KB

english, 2013

30

Finite difference scheme with a moving mesh for pricing Asian options

Cen, Zhongdi, Le, Anbo, Xu, Aimin

Journal:

Applied Mathematics and Computation

Year:

2013

Language:

english

File:

PDF, 254 KB

english, 2013

31

SPIE Proceedings [SPIE SPIE Defense, Security, and Sensing - Orlando, FL (Monday 13 April 2009)] Photonic Microdevices/Microstructures for Sensing - Theoretical and experimental development of label-free biosensors based on localized plasmon resonances on nanohole and nanopillar arrays

Potyrailo, Radislav A., Dovidenko, Katharine, Le Tarte, Laurie A., Surman, Cheryl, Pris, Andrew, Xiao, Hai, Fan, Xudong, Wang, Anbo

Year:

2009

Language:

english

File:

PDF, 646 KB

english, 2009

32

Parameter-uniform hybrid difference scheme for solutions and derivatives in singularly perturbed initial value problems

Cen, Zhongdi, Le, Anbo, Xu, Aimin

Journal:

Journal of Computational and Applied Mathematics

Year:

2017

Language:

english

File:

PDF, 337 KB

english, 2017

33

A high-order finite difference scheme for a singularly perturbed fourth-order ordinary differential equation

Cen, Zhongdi, Xu, Aimin, Le, Anbo

Journal:

International Journal of Computer Mathematics

Year:

2017

Language:

english

File:

PDF, 1.29 MB

english, 2017

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